+40.8%
PEG vs COMP
-18.6%
+59.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +6.9% | -0.1% |
| 7D | +2.6% | +7.2% | -4.6% | +2.2% |
| 30D | +3.3% | +6.4% | -3.1% | +2.9% |
| 3M | +1.1% | -19.4% | +20.5% | +1.8% |
| 6M | -1.4% | +14.6% | -16.0% | -2.5% |
| YTD | -4.6% | -5.5% | +0.9% | -5.2% |
| 1Y | -7.2% | +13.7% | -20.9% | -8.8% |
| 3Y | +33.7% | +409.7% | -376.0% | +20.1% |
| 5Y | +40.8% | -17.0% | +57.9% | +28.5% |
| All | +40.8% | -18.6% | +59.5% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling